Envelope trend indicator and Envelope strategy are added. #233
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WalkthroughThe changes primarily involve extensive updates to the documentation and functionality of the Indicator Go module, particularly in the Changes
Sequence Diagram(s)sequenceDiagram
participant User
participant Envelope
participant DataStream
User->>Envelope: Create Envelope with parameters
Envelope->>DataStream: Compute envelope values
DataStream-->>Envelope: Return closing prices
Envelope-->>User: Return upper, middle, lower envelope values
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Actionable comments posted: 4
🧹 Outside diff range and nitpick comments (8)
trend/envelope_test.go (4)
14-48: LGTM: Well-structured test for EnvelopeWithSma. Consider adding error messages.The test is well-organized and covers the main functionality of the Envelope calculation using SMA. The use of CSV files for test data is a good practice for maintaining and updating test cases.
Consider adding custom error messages to the
t.Fatalcalls to provide more context in case of test failures. For example:err = helper.CheckEquals(actualUpper, expectedUpper, actualMiddle, expectedMiddle, actualLower, expectedLower) if err != nil { - t.Fatal(err) + t.Fatalf("EnvelopeWithSma calculation mismatch: %v", err) }
50-84: LGTM: Comprehensive test for EnvelopeWithEma. Consider refactoring to reduce duplication.The test effectively covers the Envelope calculation using EMA and follows the same well-structured approach as
TestEnvelopeWithSma.To reduce code duplication between
TestEnvelopeWithSmaandTestEnvelopeWithEma, consider refactoring the common logic into a helper function. For example:func testEnvelope(t *testing.T, csvFile string, newEnvelope func() trend.Envelope[float64]) { // Common test logic here } func TestEnvelopeWithSma(t *testing.T) { testEnvelope(t, "testdata/envelope_sma.csv", trend.NewEnvelopeWithSma[float64]) } func TestEnvelopeWithEma(t *testing.T) { testEnvelope(t, "testdata/envelope_ema.csv", trend.NewEnvelopeWithEma[float64]) }This refactoring would make the tests more maintainable and easier to extend in the future.
86-95: LGTM: Concise test for Envelope string representation. Consider using testify for assertions.The test effectively checks the string representation of the Envelope type. It's focused and easy to understand.
To improve the test's robustness and readability, consider using a testing framework like
testify. This can provide more informative failure messages and simplify assertions. For example:import ( "testing" "github.com/stretchr/testify/assert" ) func TestEnvelopeString(t *testing.T) { expected := "Envelope(SMA(1),2)" envelope := trend.NewEnvelope(trend.NewSmaWithPeriod[float64](1), 2) assert.Equal(t, expected, envelope.String(), "Envelope string representation should match") }This change would make the test output more informative in case of failures.
1-95: Overall: Well-structured tests with room for minor improvements.The test file provides comprehensive coverage for the Envelope functionality, including both SMA and EMA variants. The use of CSV files for test data is commendable, allowing for easy maintenance and updates of test cases.
To further improve the test suite:
- Refactor the common logic in
TestEnvelopeWithSmaandTestEnvelopeWithEmainto a helper function to reduce code duplication.- Consider using a testing framework like
testifyfor more informative assertions and failure messages.- Add more edge cases or boundary conditions to increase test coverage.
- Include comments explaining the purpose of each test and any non-obvious logic.
These improvements would enhance the maintainability and robustness of the test suite.
README.md (1)
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155-191: LGTM: Clear explanation of repositories with new synchronization featuresThe Repositories section provides a clear explanation of the purpose and available implementations of repositories. The introduction of the Sync function and the
indicator-synccommand line tool adds valuable functionality for efficient data management and synchronization between different repository types.Consider adding a brief explanation or link to documentation about the
$TIINGO_KEYenvironment variable in theindicator-syncexample, as new users might not be familiar with how to obtain or set this key.🧰 Tools
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strategy/README.md (2)
38-38: Enhance the function description forNewAndStrategyThe function signature has been updated to accept multiple strategies, which is a significant change. However, the description doesn't fully explain this new functionality.
Consider updating the description to something like:
// NewAndStrategy initializes an AndStrategy with the given name and a variable number of strategies. // It allows for flexible creation of composite AND strategies. func NewAndStrategy(name string, strategies ...Strategy) *AndStrategyThis change would better reflect the new variadic parameter and its purpose.
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1-350: Summary of changes and recommendationsThe modifications to
NewAndStrategyandNewOrStrategyfunctions significantly enhance the flexibility of strategy creation in this package. However, these changes have several important implications:
- They introduce breaking changes that may affect existing code using these functions.
- The documentation for
NewOrStrategyis not consistent with its new signature.- The description for
NewAndStrategy, while updated, could be more informative about the new functionality.Consider the following recommendations:
- Update the package version to reflect these breaking changes.
- Ensure all documentation in the README and associated Go docs are updated to accurately reflect the new function signatures and their usage.
- If backwards compatibility is a concern, consider providing alternative functions or a migration guide for users updating to this new version.
- Review other parts of the codebase that may be affected by these changes, particularly any examples or tests that use these functions.
These updates will ensure that the package remains user-friendly and well-documented despite the significant changes to its core functions.
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[misspelling] ~36-~36: Use “an” instead of ‘a’ if the following word starts with a vowel sound, e.g. ‘an article’, ‘an hour’.
Context: ... - type Action - [func (a Action) Annotation() string](<#Actio...(EN_A_VS_AN)
trend/README.md (1)
649-717: Documentation added for Envelope type and functionsThe documentation for the Envelope type and its associated functions has been added comprehensively. The structure and style are consistent with other types in the file, which is excellent for maintaining readability and coherence.
However, there are a few minor issues that should be addressed:
- Line 652: "calcualte" should be "calculate"
- Line 656: Consider rewording to "Ma is the moving average used for the envelope calculation."
- Line 671: "initalizes" should be "initializes"
- Line 689: "NewEnvelopeWithSma function initalizes" should be "NewEnvelopeWithSma function initializes"
Additionally, it might be helpful to add a brief explanation of what the Envelope indicator is and how it's used in technical analysis, perhaps in the type description.
Could you please make these minor corrections to improve the documentation quality? Also, consider adding a brief explanation of the Envelope indicator's purpose and use in technical analysis.
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[uncategorized] ~670-~670: Possible missing article found.
Context: ... Ma[T], percentage T) *Envelope[T] ``` NewEnvelope function initializes a new Envelope ins...(AI_HYDRA_LEO_MISSING_THE)
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trend/testdata/envelope_ema.csvis excluded by!**/*.csvtrend/testdata/envelope_sma.csvis excluded by!**/*.csv
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trend/README.md
[duplication] ~53-~53: Possible typo: you repeated a word
Context: ...- [func NewEnvelope[T helper.Number](ma Ma[T], percentage T) *Envelope[T]](<...(ENGLISH_WORD_REPEAT_RULE)
[uncategorized] ~670-~670: Possible missing article found.
Context: ... Ma[T], percentage T) *Envelope[T] ``` NewEnvelope function initializes a new Envelope ins...(AI_HYDRA_LEO_MISSING_THE)
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trend/envelope.go
42-42: cannot use DefaultEnvelopePercentage (untyped int constant 20) as T value in argument to NewEnvelope
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50-50: cannot use DefaultEnvelopePercentage (untyped int constant 20) as T value in argument to NewEnvelope
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🔇 Additional comments (10)
trend/envelope_test.go (1)
1-12: LGTM: Package declaration and imports are appropriate.The package declaration and imports are correctly set up for a test file in the
trendpackage. The use of the_testsuffix in the package name follows Go conventions for test files.README.md (6)
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1-17: LGTM: Clear and informative introductionThe introduction and major improvements section effectively communicate the purpose of the Indicator Go module and the significant enhancements in version 2. The information is well-organized and highlights the key features that users would find valuable.
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19-83: LGTM: Comprehensive list of indicators with new additionsThe Indicators Provided section offers a well-organized and extensive list of technical analysis indicators, categorized into Trend, Momentum, Volatility, and Volume indicators. The addition of new indicators, such as the Envelope indicator, enhances the library's capabilities and provides users with a broader range of tools for their analysis.
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85-153: LGTM: Expanded strategy offerings with new categoriesThe Strategies Provided section presents a comprehensive and well-organized list of trading strategies. The addition of new strategies, such as the Chande Forecast Oscillator Strategy and Golden Cross Strategy, enhances the library's capabilities. The introduction of Compound and Decorator strategy categories is particularly noteworthy, as they provide advanced functionality for combining and modifying existing strategies. This expansion offers users more flexibility and power in their trading strategy development.
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193-220: LGTM: Comprehensive backtesting explanation with examplesThe Backtesting section effectively explains the Backtest functionality, providing both a code example and information about the
indicator-backtestcommand line tool. This combination of programmatic and command line interfaces offers users flexibility in how they conduct backtests, catering to different use cases and preferences.🧰 Tools
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222-241: LGTM: Clear usage instructions and important project informationThe Usage, Contributing, and Disclaimer sections provide essential information for users and potential contributors. The installation and import instructions are clear, the contributing guidelines are well-referenced, and the inclusion of a disclaimer is a prudent measure to clarify the nature of the information provided by the project.
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243-288: LGTM: Clear and comprehensive license informationThe License section provides clear and detailed information about the dual-licensing approach for v2.x.x and above, as well as the continued MIT License for v1.x.x. This approach offers flexibility for different use cases while ensuring proper licensing for all versions of the software. The inclusion of full license texts for both AGPLv3 and MIT licenses is appropriate and helpful for users.
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trend/README.md (3)
52-58: Index updated correctly with new Envelope typeThe index has been properly updated to include the new
Envelopetype and its associated functions. The additions are well-formatted, correctly indented, and placed in alphabetical order, maintaining consistency with the existing structure.🧰 Tools
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[duplication] ~53-~53: Possible typo: you repeated a word
Context: ...- [func NewEnvelope[T helper.Number](ma Ma[T], percentage T) *Envelope[T]](<...(ENGLISH_WORD_REPEAT_RULE)
182-193: New constants added for Envelope typeThe constants section has been correctly updated with
DefaultEnvelopePercentageandDefaultEnvelopePeriod. The formatting and structure are consistent with the existing constants.However, it's worth verifying if 20 is the intended default value for both percentage and period. These values seem reasonable, but it's always good to double-check to ensure they align with the intended behavior of the Envelope indicator.
Could you please confirm that 20 is the correct default value for both
DefaultEnvelopePercentageandDefaultEnvelopePeriod? If these values are derived from a specific calculation or industry standard, it might be helpful to add a brief comment explaining their origin.
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1-717: Overall assessment of README.md updatesThe updates to the README.md file for the new Envelope type and its associated functions are well-structured and valuable. The additions maintain consistency with the existing documentation style, which is crucial for readability and maintainability.
The minor typos and grammatical issues identified in the Envelope documentation can be easily addressed to further improve the quality of the documentation.
Great job on keeping the documentation up-to-date with the new features!
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[uncategorized] ~670-~670: Possible missing article found.
Context: ... Ma[T], percentage T) *Envelope[T] ``` NewEnvelope function initializes a new Envelope ins...(AI_HYDRA_LEO_MISSING_THE)
| @@ -51,7 +51,7 @@ The information provided on this project is strictly for informational purposes | |||
| - [func \(a \*MajorityStrategy\) Name\(\) string](<#MajorityStrategy.Name>) | |||
| - [func \(a \*MajorityStrategy\) Report\(c \<\-chan \*asset.Snapshot\) \*helper.Report](<#MajorityStrategy.Report>) | |||
| - [type OrStrategy](<#OrStrategy>) | |||
| - [func NewOrStrategy\(name string\) \*OrStrategy](<#NewOrStrategy>) | |||
| - [func NewOrStrategy\(name string, strategies ...Strategy\) \*OrStrategy](<#NewOrStrategy>) | |||
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💡 Codebase verification
Update NewOrStrategy Usages to Match New Signature and Revise Documentation
The NewOrStrategy function signature has been updated to accept a variadic strategies parameter, but existing usages in strategy/or_strategy_test.go have not been updated accordingly. This discrepancy can lead to compilation errors or unexpected behavior.
-
Function Description Update:
// NewOrStrategy initializes an OrStrategy with the given name and a variable number of strategies. // It allows for flexible creation of composite OR strategies. func NewOrStrategy(name string, strategies ...Strategy) *OrStrategy
-
Update Existing Usages:
// Example update in strategy/or_strategy_test.go or := strategy.NewOrStrategy("Or Strategy", strategy1, strategy2)
🔗 Analysis chain
Update description for NewOrStrategy and consider backwards compatibility
The function signature has been changed to accept multiple strategies, but the description hasn't been updated to reflect this change.
- Update the description to accurately reflect the new signature:
// NewOrStrategy initializes an OrStrategy with the given name and a variable number of strategies.
// It allows for flexible creation of composite OR strategies.
func NewOrStrategy(name string, strategies ...Strategy) *OrStrategy- This is a breaking change. Consider providing a backwards-compatible alternative or updating the version number accordingly.
To assess the impact of this change, let's check for existing usages of NewOrStrategy:
This will help determine the extent of necessary updates in the codebase.
Also applies to: 350-350
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Script:
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# Search for existing usages of NewOrStrategy
rg 'NewOrStrategy\s*\(' --type go
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| func NewEnvelopeWithSma[T helper.Number]() *Envelope[T] { | ||
| return NewEnvelope( | ||
| NewSmaWithPeriod[T](DefaultEnvelopePeriod), | ||
| DefaultEnvelopePercentage, |
There was a problem hiding this comment.
Fix type mismatch when passing DefaultEnvelopePercentage to NewEnvelope.
There is a type mismatch error when passing DefaultEnvelopePercentage (an untyped int constant) as a parameter of type T in NewEnvelopeWithSma and NewEnvelopeWithEma. This causes a compilation error because DefaultEnvelopePercentage cannot be used as a value of type T without explicit conversion.
Apply this diff to cast DefaultEnvelopePercentage to type T:
func NewEnvelopeWithSma[T helper.Number]() *Envelope[T] {
return NewEnvelope(
NewSmaWithPeriod[T](DefaultEnvelopePeriod),
- DefaultEnvelopePercentage,
+ T(DefaultEnvelopePercentage),
)
}
func NewEnvelopeWithEma[T helper.Number]() *Envelope[T] {
return NewEnvelope(
NewEmaWithPeriod[T](DefaultEnvelopePeriod),
- DefaultEnvelopePercentage,
+ T(DefaultEnvelopePercentage),
)
}This ensures that DefaultEnvelopePercentage is correctly converted to the type T expected by the NewEnvelope function.
Also applies to: 50-50
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42-42: cannot use DefaultEnvelopePercentage (untyped int constant 20) as T value in argument to NewEnvelope
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| } | ||
| } | ||
|
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||
| // NewEnvelopeWithSma function initalizes a new Envelope instance using SMA. |
There was a problem hiding this comment.
Correct typo in function comment.
The word "initalizes" is misspelled; it should be "initializes".
Apply this diff to fix the typo:
-// NewEnvelopeWithSma function initalizes a new Envelope instance using SMA.
+// NewEnvelopeWithSma function initializes a new Envelope instance using SMA.📝 Committable suggestion
‼️ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation. Thoroughly test & benchmark the code to ensure it meets the requirements.
| // NewEnvelopeWithSma function initalizes a new Envelope instance using SMA. | |
| // NewEnvelopeWithSma function initializes a new Envelope instance using SMA. |
| DefaultEnvelopePeriod = 20 | ||
| ) | ||
|
|
||
| // Envelope represents the parameters neededd to calcualte the Envelope. |
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Fix typos in the type comment.
There are typos in the comment for the Envelope type. The words "neededd" and "calcualte" are misspelled.
Apply this diff to correct the typos:
-// Envelope represents the parameters neededd to calcualte the Envelope.
+// Envelope represents the parameters needed to calculate the Envelope.📝 Committable suggestion
‼️ IMPORTANT
Carefully review the code before committing. Ensure that it accurately replaces the highlighted code, contains no missing lines, and has no issues with indentation. Thoroughly test & benchmark the code to ensure it meets the requirements.
| // Envelope represents the parameters neededd to calcualte the Envelope. | |
| // Envelope represents the parameters needed to calculate the Envelope. |
|
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Actionable comments posted: 1
🧹 Outside diff range and nitpick comments (12)
trend/envelope_test.go (4)
14-48: LGTM: Comprehensive test for Envelope with SMA.The test is well-structured and covers the essential aspects of the Envelope calculation using SMA. It effectively uses helper functions for data manipulation and comparison, which enhances readability and maintainability.
Consider adding a test case with edge conditions, such as an empty input or a very short input sequence, to ensure robust error handling.
50-84: LGTM: Comprehensive test for Envelope with EMA.The test effectively covers the Envelope calculation using EMA, following the same robust structure as the SMA test.
Consider refactoring
TestEnvelopeWithSmaandTestEnvelopeWithEmato reduce code duplication. You could create a helper function that takes the envelope type (SMA or EMA) and the corresponding CSV file name as parameters. This would make the tests more maintainable and easier to extend in the future.Example refactored structure:
func testEnvelope(t *testing.T, envelopeType string, csvFileName string) { // Common test logic here } func TestEnvelopeWithSma(t *testing.T) { testEnvelope(t, "SMA", "testdata/envelope_sma.csv") } func TestEnvelopeWithEma(t *testing.T) { testEnvelope(t, "EMA", "testdata/envelope_ema.csv") }
86-95: LGTM: String representation test for Envelope.The test effectively checks the string representation of an Envelope object.
Consider adding more test cases with different SMA periods and multipliers to ensure the string representation is correct for various configurations. This could help catch any potential issues with formatting or parameter representation.
Example additional test cases:
testCases := []struct { period int multiplier float64 expected string }{ {1, 2, "Envelope(SMA(1),2)"}, {10, 1.5, "Envelope(SMA(10),1.5)"}, {20, 3, "Envelope(SMA(20),3)"}, } for _, tc := range testCases { envelope := trend.NewEnvelope(trend.NewSmaWithPeriod[float64](tc.period), tc.multiplier) actual := envelope.String() if actual != tc.expected { t.Errorf("Period: %d, Multiplier: %.1f, Expected: %s, Got: %s", tc.period, tc.multiplier, tc.expected, actual) } }
1-95: Overall: Well-structured and comprehensive tests for Envelope functionality.The test file provides good coverage for the Envelope calculations using both SMA and EMA. The use of external CSV files for test data is a strong point, allowing for comprehensive testing with real-world scenarios.
To further improve the test suite:
- Consider refactoring the SMA and EMA tests to reduce code duplication, as suggested earlier.
- Add more edge cases, such as empty inputs or very short sequences, to ensure robust error handling.
- Expand the string representation test to cover more scenarios with different periods and multipliers.
- If not present elsewhere, consider adding benchmarks to measure the performance of the Envelope calculations, especially for larger datasets.
These improvements would enhance the overall quality and robustness of the test suite, ensuring better coverage and maintainability of the Envelope functionality.
README.md (4)
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1-29: LGTM! Consider adding a quick-start example.The introduction and major improvements section effectively communicates the purpose and key features of the Indicator Go module. The list of improvements in v2 provides users with a clear understanding of the significant changes.
To further enhance this section, consider adding a quick-start example that demonstrates how to use a basic indicator or strategy. This would help new users get started quickly with the library.
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30-98: LGTM! Consider adding brief descriptions for new indicators.The Indicators Provided section is well-organized and comprehensive. The categorization into Trend, Momentum, Volatility, and Volume Indicators helps users quickly find relevant indicators. The links to documentation for each indicator are particularly helpful.
For newly added indicators like the Envelope indicator, consider adding a brief one-line description. This would give users a quick understanding of the indicator's purpose without needing to navigate to the documentation immediately.
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99-166: LGTM! Consider adding examples for Compound and Decorator Strategies.The Strategies Provided section is well-structured and comprehensive. The categorization into various types of strategies helps users quickly locate relevant information. The addition of Compound and Decorator Strategies significantly enhances the library's flexibility.
To further improve this section, consider adding a brief example of how to use a Compound or Decorator Strategy. This would help users understand how these new strategy types can be applied in practice.
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205-232: LGTM! Consider adding a note on interpreting backtest results.The Backtesting section effectively explains the Backtest functionality and provides helpful examples for both programmatic and command-line usage. This information is valuable for users looking to evaluate strategy performance.
To further enhance this section, consider adding a brief note on how to interpret the results of a backtest. This could include key metrics to look for or common pitfalls to avoid when analyzing backtest results.
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trend/README.md (2)
649-662: Fix typo and enhance description for Envelope type.There's a minor typo in the description of the Envelope type. Also, consider expanding the description to provide more context about its purpose and usage.
Please apply the following changes:
- Fix the typo:
-Envelope represents the parameters neededd to calcualte the Envelope. +Envelope represents the parameters needed to calculate the Envelope.
- Enhance the description:
-Envelope represents the parameters needed to calculate the Envelope. +Envelope represents the parameters needed to calculate the Envelope indicator. This indicator creates upper and lower bands around a moving average, helping to identify overbought and oversold conditions.
691-698: Enhance documentation for Envelope.Compute method.The documentation for the Compute method could be more informative by specifying what the three returned channels represent.
Consider updating the description as follows:
-Compute function takes a channel of numbers and computes the Envelope over the specified period. +Compute function takes a channel of closing prices and returns three channels: the middle band (moving average), upper band, and lower band of the Envelope indicator.trend/envelope.go (2)
30-30: Update function comment to accurately describe parametersThe comment for
NewEnvelopementions initializing with default parameters, but the function actually requires the caller to provide themaandpercentageparameters. Consider updating the comment to reflect that it initializes a newEnvelopeinstance with the provided parameters.Apply this diff:
- // NewEnvelope function initializes a new Envelope instance with the default parameters. + // NewEnvelope initializes a new Envelope instance with the provided moving average and percentage.
74-74: Correct grammatical error in function commentThe comment for
IdlePeriodhas a grammatical error. It should read "the Envelope yields any results" to be grammatically correct.Apply this diff:
- // IdlePeriod is the initial period that Envelope yield any results. + // IdlePeriod is the initial period that the Envelope yields any results.
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⛔ Files ignored due to path filters (2)
trend/testdata/envelope_ema.csvis excluded by!**/*.csvtrend/testdata/envelope_sma.csvis excluded by!**/*.csv
📒 Files selected for processing (5)
- README.md (1 hunks)
- strategy/README.md (4 hunks)
- trend/README.md (3 hunks)
- trend/envelope.go (1 hunks)
- trend/envelope_test.go (1 hunks)
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🪛 LanguageTool
trend/README.md
[duplication] ~53-~53: Possible typo: you repeated a word
Context: ...- [func NewEnvelope[T helper.Number](ma Ma[T], percentage T) *Envelope[T]](<...(ENGLISH_WORD_REPEAT_RULE)
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trend/envelope.go
42-42: cannot use DefaultEnvelopePercentage (untyped int constant 20) as T value in argument to NewEnvelope
(typecheck)
50-50: cannot use DefaultEnvelopePercentage (untyped int constant 20) as T value in argument to NewEnvelope
(typecheck)
🔇 Additional comments (8)
trend/envelope_test.go (1)
1-12: LGTM: Package declaration and imports are appropriate.The package declaration and imports are correctly set up for a test file in the
trendpackage. The use of thev2version in the imports suggests this is part of a major version update, which aligns with the information in the PR summary.README.md (3)
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167-204: LGTM! Comprehensive explanation of repositories and synchronization.The Repositories section provides a clear explanation of the purpose and implementations of repositories in the context of the library. The introduction of the Sync function and the
indicator-synccommand-line tool adds valuable functionality for users. The provided example of using the CLI tool is particularly helpful.🧰 Tools
🪛 Markdownlint
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233-252: LGTM! Clear instructions and important information provided.The Usage section provides clear and concise instructions for installation and importing the library. The Contributing section appropriately directs potential contributors to relevant documents, promoting organized collaboration. The inclusion of a Disclaimer is a prudent measure to clarify the nature of the information provided by the project.
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253-301: LGTM! Clear and comprehensive licensing information.The License section provides a clear explanation of the dual-licensing approach for v2.x.x and above, including both the GNU AGPLv3 License for free use and the option for a commercial license. The inclusion of the MIT License for v1.x.x ensures that users of older versions are also informed about their licensing terms. This transparency in licensing is crucial for both open-source contributors and potential commercial users.
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strategy/README.md (2)
54-54: UpdateNewOrStrategysimilarly toNewAndStrategyThe changes and implications for
NewOrStrategyare identical to those forNewAndStrategy.Please refer to the comment on
NewAndStrategy(line 38) and apply the same updates and considerations toNewOrStrategy.
38-38:⚠️ Potential issueUpdate description for
NewAndStrategyand consider backwards compatibilityThe function signature has been changed to accept multiple strategies, but the description hasn't been updated to reflect this change. Consider the following:
- Update the description to accurately reflect the new signature:
// NewAndStrategy initializes an AndStrategy with the given name and a variable number of strategies. // It allows for flexible creation of composite AND strategies. func NewAndStrategy(name string, strategies ...Strategy) *AndStrategy
- This is a breaking change. Consider providing a backwards-compatible alternative or updating the version number accordingly.
To assess the impact of this change, let's check for existing usages of
NewAndStrategy:This will help determine the extent of necessary updates in the codebase.
✅ Verification successful
Verified: Function description updated and usages are consistent
The
NewAndStrategyfunction signature has been updated to accept multiple strategies, and all existing usages in the codebase and tests are consistent with this change. The documentation instrategy/README.mdshould be updated accordingly to reflect the new signature.🏁 Scripts executed
The following scripts were executed for the analysis:
Script:
#!/bin/bash # Search for existing usages of NewAndStrategy rg 'NewAndStrategy\s*\(' --type goLength of output: 403
trend/README.md (2)
182-192: LGTM: Constants for Envelope are well-defined and documented.The new constants
DefaultEnvelopePercentageandDefaultEnvelopePeriodare clearly defined and properly documented. The default values of 20 for both seem reasonable for general use cases.
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1-717: Overall, good addition of Envelope documentation.The changes to the README.md file effectively document the new Envelope type and its associated methods. The structure and style are consistent with the existing documentation. With the suggested minor improvements, this addition will provide clear and comprehensive information for users of the Envelope indicator in the trend package.
| 1+(e.Percentage/100), | ||
| ) |
There was a problem hiding this comment.
Potential integer division may cause incorrect envelope calculations
In lines 63 and 68, the expressions 1 + (e.Percentage / 100) and 1 - (e.Percentage / 100) may result in integer division if T is an integer type. Integer division truncates decimals, potentially making the expressions evaluate to 1 + 0 or 1 - 0, which could lead to incorrect envelope calculations where the upper and lower bands mirror the middle band.
To ensure accurate calculations, consider converting e.Percentage to a floating-point type before performing the division, or constrain T to floating-point types.
Apply this diff to fix the issue:
upper := helper.MultiplyBy(
middleSplice[0],
- 1 + (e.Percentage / 100),
+ 1 + (T(float64(e.Percentage) / 100)),
)
lower := helper.MultiplyBy(
middleSplice[2],
- 1 - (e.Percentage / 100),
+ 1 - (T(float64(e.Percentage) / 100)),
)Alternatively, constrain T to floating-point types:
- type Envelope[T helper.Number] struct {
+ type Envelope[T helper.FloatNumber] struct {Where helper.FloatNumber is defined as:
type FloatNumber interface {
~float32 | ~float64
}Also applies to: 68-69
There was a problem hiding this comment.
Actionable comments posted: 3
🧹 Outside diff range and nitpick comments (2)
strategy/trend/envelope_strategy.go (2)
38-41: Clarify the Name method outputThe
Namemethod returns a formatted string includinge.Envelope.String(). Ensure that theString()method on theEnvelopestruct provides meaningful and clear information about the Envelope's configuration.Consider verifying the
String()method implementation in theEnvelopestruct to confirm that it conveys the intended details.
73-120: Consider refactoring the Report method for clarityThe
Reportmethod contains several nested helper calls and complex data manipulations. Refactoring the method by breaking down the logic into smaller, well-named helper functions can improve readability and maintainability.Consider extracting sections of the code into separate functions to make the main
Reportmethod more concise.
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🔇 Additional comments (4)
strategy/trend/envelope_strategy.go (4)
19-22: Good implementation of the EnvelopeStrategy structThe struct
EnvelopeStrategyis clearly defined with an appropriate field for theEnvelopeindicator instance.
24-29: Efficient initialization in NewEnvelopeStrategyThe
NewEnvelopeStrategyfunction effectively initializes a new strategy with default parameters using the SMA-based Envelope.
31-36: Flexible constructor with NewEnvelopeStrategyWithProviding a constructor that accepts a custom
Envelopeinstance enhances the flexibility and reusability of the strategy.
43-71: Compute method is well-structuredThe
Computemethod correctly processes snapshots to generate actionable recommendations based on the Envelope indicator.
strategy/trend/envelope_strategy.go
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| tsisSplice := helper.Duplicate(t.Tsi.Compute(closingsSplice[0]), 2) | ||
| tsisSplice[0] = helper.Skip(tsisSplice[0], t.Signal.IdlePeriod()) | ||
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| signals := t.Signal.Compute(tsisSplice[1]) | ||
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| actions, outcomes := strategy.ComputeWithOutcome(t, snapshotsSplice[2]) | ||
| actions = helper.Skip(actions, t.IdlePeriod()) | ||
| outcomes = helper.Skip(outcomes, t.IdlePeriod()) | ||
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| annotations := strategy.ActionsToAnnotations(actions) | ||
| outcomes = helper.MultiplyBy(outcomes, 100) | ||
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| report := helper.NewReport(t.Name(), dates) | ||
| report.AddChart() | ||
| report.AddChart() | ||
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| report.AddColumn(helper.NewNumericReportColumn("Close", closingsSplice[1])) | ||
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| report.AddColumn(helper.NewNumericReportColumn("TSI", tsisSplice[0]), 1) | ||
| report.AddColumn(helper.NewNumericReportColumn("Signal", signals), 1) | ||
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| report.AddColumn(helper.NewAnnotationReportColumn(annotations), 0, 1) |
There was a problem hiding this comment.
Remove incorrect TSI and Signal computations
The Report method includes computations for TSI and Signal, which are not relevant to the EnvelopeStrategy. Specifically:
- Lines 94-97 involve TSI and Signal computations.
- Lines 112-113 add columns for "TSI" and "Signal" to the report.
Since the Envelope strategy does not use TSI or Signal, these sections should be removed or replaced with appropriate computations for the upper, middle, and lower bands of the Envelope. Here's how you might adjust the code:
- tsisSplice := helper.Duplicate(t.Tsi.Compute(closingsSplice[0]), 2)
- tsisSplice[0] = helper.Skip(tsisSplice[0], t.Signal.IdlePeriod())
- signals := t.Signal.Compute(tsisSplice[1])
...
- report.AddColumn(helper.NewNumericReportColumn("TSI", tsisSplice[0]), 1)
- report.AddColumn(helper.NewNumericReportColumn("Signal", signals), 1)
+ uppers, middles, lowers := e.Envelope.Compute(closingsSplice[0])
+ uppers = helper.Skip(uppers, e.Envelope.IdlePeriod())
+ lowers = helper.Skip(lowers, e.Envelope.IdlePeriod())
+ report.AddColumn(helper.NewNumericReportColumn("Upper Band", uppers), 1)
+ report.AddColumn(helper.NewNumericReportColumn("Lower Band", lowers), 1)This adjustment aligns the report with the data relevant to the Envelope strategy.
Committable suggestion was skipped due to low confidence.
strategy/trend/envelope_strategy.go
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| closingsSplice[1] = helper.Skip(closingsSplice[1], t.IdlePeriod()) | ||
|
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||
| tsisSplice := helper.Duplicate(t.Tsi.Compute(closingsSplice[0]), 2) | ||
| tsisSplice[0] = helper.Skip(tsisSplice[0], t.Signal.IdlePeriod()) | ||
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| signals := t.Signal.Compute(tsisSplice[1]) | ||
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| actions, outcomes := strategy.ComputeWithOutcome(t, snapshotsSplice[2]) | ||
| actions = helper.Skip(actions, t.IdlePeriod()) | ||
| outcomes = helper.Skip(outcomes, t.IdlePeriod()) | ||
|
|
There was a problem hiding this comment.
Undefined variable 't' in the Report method
The variable t is used in lines 92-102 but is not defined within the scope of the Report method. This will lead to compilation errors.
To fix this issue, replace instances of t with e.Envelope or adjust accordingly. Here's the corrected code:
- closingsSplice[1] = helper.Skip(closingsSplice[1], t.IdlePeriod())
+ closingsSplice[1] = helper.Skip(closingsSplice[1], e.Envelope.IdlePeriod())
- tsisSplice := helper.Duplicate(t.Tsi.Compute(closingsSplice[0]), 2)
+ uppers, middles, lowers := e.Envelope.Compute(closingsSplice[0])
- tsisSplice[0] = helper.Skip(tsisSplice[0], t.Signal.IdlePeriod())
+ // Not applicable for EnvelopeStrategy; remove or replace as needed.
- signals := t.Signal.Compute(tsisSplice[1])
+ // Not applicable for EnvelopeStrategy; remove or replace as needed.
- actions, outcomes := strategy.ComputeWithOutcome(t, snapshotsSplice[2])
+ actions, outcomes := strategy.ComputeWithOutcome(e, snapshotsSplice[2])
- actions = helper.Skip(actions, t.IdlePeriod())
+ actions = helper.Skip(actions, e.Envelope.IdlePeriod())
- outcomes = helper.Skip(outcomes, t.IdlePeriod())
+ outcomes = helper.Skip(outcomes, e.Envelope.IdlePeriod())Please ensure all references are correctly mapped to the EnvelopeStrategy or its Envelope field.
Committable suggestion was skipped due to low confidence.
strategy/trend/envelope_strategy.go
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| report.AddColumn(helper.NewNumericReportColumn("Close", closingsSplice[1])) | ||
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| report.AddColumn(helper.NewNumericReportColumn("TSI", tsisSplice[0]), 1) | ||
| report.AddColumn(helper.NewNumericReportColumn("Signal", signals), 1) | ||
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| report.AddColumn(helper.NewAnnotationReportColumn(annotations), 0, 1) | ||
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| report.AddColumn(helper.NewNumericReportColumn("Outcome", outcomes), 2) | ||
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| return report |
There was a problem hiding this comment.
🛠️ Refactor suggestion
Enhance report with relevant data columns
The report currently includes an "Outcome" column and placeholders for charts. Consider adding the middle band and improving chart annotations to better reflect the Envelope strategy's results.
You might modify the report setup as follows:
report.AddColumn(helper.NewNumericReportColumn("Close", closingsSplice[1]))
+report.AddColumn(helper.NewNumericReportColumn("Middle Band", middles), 1)
report.AddColumn(helper.NewNumericReportColumn("Upper Band", uppers), 1)
report.AddColumn(helper.NewNumericReportColumn("Lower Band", lowers), 1)
report.AddColumn(helper.NewAnnotationReportColumn(annotations), 0, 1)
report.AddColumn(helper.NewNumericReportColumn("Outcome", outcomes), 2)This will provide a more comprehensive view of the strategy's performance.
Committable suggestion was skipped due to low confidence.
Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## master #233 +/- ##
==========================================
+ Coverage 92.83% 92.92% +0.08%
==========================================
Files 163 165 +2
Lines 4161 4241 +80
==========================================
+ Hits 3863 3941 +78
Misses 243 243
- Partials 55 57 +2 ☔ View full report in Codecov by Sentry. |
cinar
changed the title
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Actionable comments posted: 0
🧹 Outside diff range and nitpick comments (4)
strategy/trend/envelope_strategy_test.go (3)
17-37: LGTM: Well-structured test function with thorough comparison.The
TestEnvelopeStrategyfunction is well-implemented, following good practices for unit testing. It reads test data from CSV files, computes results using theEnvelopeStrategy, and compares them against expected results. The error handling is appropriate, and the use of helper functions enhances readability.Consider adding a test case with invalid input data to ensure the strategy handles edge cases correctly. This could involve creating a small, in-memory dataset with problematic values.
39-55: LGTM: Good implementation of report generation test.The
TestEnvelopeStrategyReportfunction is well-structured and follows similar patterns toTestEnvelopeStrategy, which is good for consistency. It appropriately tests the report generation functionality of theEnvelopeStrategyand includes proper error handling and cleanup.Consider the following improvements:
- Verify the contents of the generated HTML report, perhaps by checking for the presence of expected elements or strings.
- Use a temporary directory for the output file to avoid potential conflicts with existing files.
Here's an example of how you might implement these suggestions:
func TestEnvelopeStrategyReport(t *testing.T) { snapshots, err := helper.ReadFromCsvFile[asset.Snapshot]("testdata/brk-b.csv", true) if err != nil { t.Fatal(err) } envelope := trend.NewEnvelopeStrategy() report := envelope.Report(snapshots) - fileName := "envelope_strategy.html" - defer os.Remove(fileName) + tempDir, err := os.MkdirTemp("", "envelope_strategy_test") + if err != nil { + t.Fatal(err) + } + defer os.RemoveAll(tempDir) + + fileName := filepath.Join(tempDir, "envelope_strategy.html") err = report.WriteToFile(fileName) if err != nil { t.Fatal(err) } + // Verify report contents + content, err := os.ReadFile(fileName) + if err != nil { + t.Fatal(err) + } + + expectedElements := []string{"Envelope Strategy", "Buy", "Sell"} + for _, element := range expectedElements { + if !strings.Contains(string(content), element) { + t.Errorf("Expected report to contain '%s', but it was not found", element) + } + } }This modification uses a temporary directory for the output file and adds basic verification of the report contents.
1-55: Overall: Well-structured test file with good coverage.The test file is well-organized and covers the main functionalities of the
EnvelopeStrategy, including both computation and report generation. The structure follows Go testing conventions, and the use of helper functions enhances readability and maintainability.To further improve the test coverage and robustness, consider adding the following:
- Test cases with different parameters for the
EnvelopeStrategyto ensure it behaves correctly with various configurations.- Edge case tests, such as empty input data or extreme values, to verify the strategy's behavior in unusual situations.
- Benchmark tests to measure and track the performance of the
EnvelopeStrategyover time.Here's an example of how you might add a benchmark test:
func BenchmarkEnvelopeStrategy(b *testing.B) { snapshots, err := helper.ReadFromCsvFile[asset.Snapshot]("testdata/brk-b.csv", true) if err != nil { b.Fatal(err) } envelope := trend.NewEnvelopeStrategy() b.ResetTimer() for i := 0; i < b.N; i++ { envelope.Compute(snapshots) } }This benchmark will help track the performance of the
Computemethod over time and across different implementations.strategy/trend/README.md (1)
445-501: LGTM! Consider adding a brief example usage.The new
EnvelopeStrategydocumentation is well-structured and consistent with the rest of the file. It provides clear descriptions of the type, constructors, and methods. To further enhance the documentation, consider adding a brief example of how to use theEnvelopeStrategy, similar to other strategies in this file.
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📒 Files selected for processing (4)
- strategy/testdata/x (1 hunks)
- strategy/trend/README.md (2 hunks)
- strategy/trend/envelope_strategy.go (1 hunks)
- strategy/trend/envelope_strategy_test.go (1 hunks)
✅ Files skipped from review due to trivial changes (1)
- strategy/testdata/x
🚧 Files skipped from review as they are similar to previous changes (1)
- strategy/trend/envelope_strategy.go
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🔇 Additional comments (2)
strategy/trend/envelope_strategy_test.go (1)
1-15: LGTM: Package declaration and imports are appropriate.The package declaration and imports are well-structured and follow Go conventions. The use of the
trend_testpackage name is correct for test files, and the imports cover both standard library and project-specific packages needed for the tests.strategy/trend/README.md (1)
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1-501: Well-maintained documentation structure.The addition of the
EnvelopeStrategydocumentation maintains the overall consistency and structure of the file. The Index has been correctly updated to include links to the new strategy, ensuring easy navigation for users.
Describe Request
Envelope trend indicator and Envelope strategy are added.
Fixed #228
Change Type
New feature.
Summary by CodeRabbit
New Features
Envelopeindicator and multiple new strategies, enhancing the library's capabilities.Documentation
Envelopetype and its methods.